+358.1%
DIA vs BURL
+1,021.0%
-662.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.7% | -4.6% | +1.7% |
| 7D | +1.6% | +10.4% | -8.8% | -0.3% |
| 30D | +4.1% | -4.9% | +9.1% | +5.0% |
| 3M | -1.0% | -29.8% | +28.7% | +5.3% |
| 6M | +9.7% | -16.5% | +26.1% | +12.4% |
| YTD | +12.2% | -10.5% | +22.7% | +13.2% |
| 1Y | +14.9% | -5.3% | +20.2% | +14.1% |
| 3Y | +64.2% | +95.1% | -30.9% | +37.4% |
| 5Y | +60.9% | -12.1% | +72.9% | +52.7% |
| 10Y | +261.3% | +273.2% | -11.8% | +161.1% |
| All | +358.1% | +1,021.0% | -662.8% | +201.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling